+35.0%
VRSN vs PENG
+115.2%
-80.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.9% | -0.9% |
| 7D | +0.1% | +4.5% | -4.5% | -0.3% |
| 30D | -0.2% | -7.1% | +6.9% | +0.2% |
| 3M | -0.3% | -27.3% | +27.0% | +0.7% |
| 6M | +23.0% | +169.6% | -146.6% | +6.4% |
| YTD | +21.3% | +164.6% | -143.3% | +4.8% |
| 1Y | +6.7% | +109.5% | -102.7% | -5.8% |
| 3Y | +45.0% | +98.9% | -54.0% | +21.4% |
| All | +35.0% | +115.2% | -80.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling